The 44-year-old had scored an Oscar nomination for penning 'The Royal Tenenbaums' and 'Moonrise Kingdom', reported Ace Showbiz.
"I would like to try making a movie on location in space or on a nearby planet," Anderson said.
"I expect we'd end up somewhere with a good tax incentive at the end of the day," he joked.
The filmmaker's recently released movie 'The Grand Budapest Hotel' garnered good response from the audience.
The film boasts a star-studded cast with A-listers like Ralph Fiennes, Adrien Brody, Willem Dafoe, Jeff Goldblum, Bill Murray, Jude Law, Edward Norton, Saoirse Ronan, Tilda Swinton, and Owen Wilson.
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